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fix(execution): bind parent row to request identity before child evaluation; add parent mismatch and race tests

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Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>
This commit is contained in:
copilot-swe-agent[bot]
2026-09-01 13:21:20 +00:00
committed by GitHub
co-authored by genichin
parent 65df10542b
commit 584e08eb36
3 changed files with 245 additions and 15 deletions
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trex_core/adapters/broker/kis.py
+61 -15
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@@ -413,6 +413,11 @@ class KISBroker:
self._fill_poll_not_before[broker_order_id] = monotonic() + _FILL_POLL_MIN_INTERVAL_SECONDS
rows = payload.get("output1") or []
normalized_odno = odno.lstrip("0") or "0"
# Canonical request identity from the caller — these are authoritative
# and must not be overridden by whatever the response row contains.
request_brno = broker_order_id.split(":")[0] if ":" in broker_order_id else ""
request_date = inquiry_date # == order_date
request_symbol = symbol
row = next(
(
r
@@ -440,40 +445,81 @@ class KISBroker:
"inquiry_date": inquiry_date,
},
)
# Validate that the matched parent row's identity agrees with the
# authoritative request identity. KIS can return stale rows for
# reused odno values; a branch, date, or symbol mismatch means this
# row does not belong to our order → fail-closed as unknown.
row_brno = str(row.get("ord_gno_brno") or "").strip()
row_dt = str(row.get("ord_dt") or "").strip()
row_pdno = str(row.get("pdno") or "").strip()
if request_brno and row_brno and row_brno != request_brno:
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch_brno",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
if row_dt and row_dt != request_date:
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch_date",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
if row_pdno and row_pdno != request_symbol:
return FillStatus(
state="unknown",
raw={
"reason": "parent_identity_mismatch_symbol",
"order_visible": True,
"inquiry_date": inquiry_date,
},
)
# dcy-013 ext: KIS sometimes records an external cancel as a separate
# child row with orgn_odno=<original> and cncl_yn="Y" rather than
# setting cncl_yn on the original row. Scan sibling rows to detect
# this case.
#
# Safety requirements:
# - Child must share the parent's canonical identity:
# ord_gno_brno (branch), ord_dt (date), pdno (symbol).
# Mismatched or ambiguous children → fail-closed as "unknown".
# - Correction (정정) children have cncl_yn != "Y"; they are not
# treated as cancels here. If a correction child is present with
# a new odno the evidence is ambiguous → "unknown" so the slot is
# not incorrectly unlocked.
parent_brno = str(row.get("ord_gno_brno") or "").strip()
parent_dt = str(row.get("ord_dt") or "").strip()
parent_pdno = str(row.get("pdno") or "").strip()
# - Child must share the AUTHORITATIVE request identity (branch, date,
# symbol from the caller), NOT the row values. Using row values as
# ground truth would let a mismatched row pass its own wrong values
# back as the filter reference.
# - Ambiguous (> 1 matching cancel) → fail-closed "unknown".
# - Correction (정정) children (cncl_yn != "Y") that match the same
# request identity are also fail-closed → "unknown".
# - Unrelated rows that only share orgn_odno but differ in branch/date/
# symbol are excluded from both candidate lists.
def _child_matches_request(r: dict) -> bool:
"""True when a child row is bound to the same order identity as the request."""
child_brno = str(r.get("ord_gno_brno") or "").strip()
child_dt = str(r.get("ord_dt") or "").strip()
child_pdno = str(r.get("pdno") or "").strip()
if request_brno and child_brno and child_brno != request_brno:
return False
if child_dt and child_dt != request_date:
return False
return not (child_pdno and child_pdno != request_symbol)
child_cancel_candidates = [
r
for r in rows
if (str(r.get("orgn_odno") or "").strip().lstrip("0") or "0") == normalized_odno
and str(r.get("cncl_yn") or "").strip().upper() == "Y"
and str(r.get("ord_gno_brno") or "").strip() == parent_brno
and str(r.get("ord_dt") or "").strip() == parent_dt
and str(r.get("pdno") or "").strip() == parent_pdno
and _child_matches_request(r)
]
# Correction children: same orgn_odno but cncl_yn != "Y". If present,
# the situation is ambiguous — a replacement order may be live.
# Correction children: same orgn_odno + matching identity but cncl_yn != "Y".
correction_candidates = [
r
for r in rows
if (str(r.get("orgn_odno") or "").strip().lstrip("0") or "0") == normalized_odno
and str(r.get("cncl_yn") or "").strip().upper() != "Y"
and _child_matches_request(r)
]
if len(child_cancel_candidates) > 1: